+446.2%
APP vs CTSH
-8.9%
+455.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +1.2% | +29.9% | +30.3% |
| 7D | +39.7% | +6.4% | +33.3% | +33.9% |
| 30D | +27.7% | +16.3% | +11.4% | +14.2% |
| 3M | -14.8% | +20.0% | -34.8% | -26.6% |
| 6M | -25.5% | +29.9% | -55.5% | -41.6% |
| YTD | -47.2% | -18.4% | -28.8% | -39.3% |
| 1Y | -42.3% | -8.9% | -33.4% | -40.2% |
| 3Y | +806.8% | +6.0% | +800.8% | +700.9% |
| 5Y | +261.6% | -9.3% | +270.9% | +279.9% |
| All | +446.2% | -8.9% | +455.0% | +464.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CTSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling